Glenn Pedley
Quant
Date Joined
13th June, 2021
Bootcamp progress
34% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-06-30 07:50:23
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2021-10-04 06:05:30
Python Programming
Choose Python as your preferred programming language.
2021-06-13 04:04:46
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-06-23 06:42:56
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Public Backtests (8)
View More196.849Net Profit
95.385PSR
3.976Sharpe Ratio
1.195Alpha
1.318Beta
173.305CAR
17.4Drawdown
-0.62Loss Rate
5Parameters
1Security Types
7.373Sortino Ratio
0Tradeable Dates
1989Trades
1.102Treynor Ratio
1.11Win Rate
9.159Net Profit
58.943PSR
1.402Sharpe Ratio
0.211Alpha
-0.161Beta
19.219CAR
6.4Drawdown
-0.6Loss Rate
36Parameters
0Security Types
1.896Sortino Ratio
125Tradeable Dates
172Trades
-1.03Treynor Ratio
1.49Win Rate
91.403Net Profit
61.152PSR
1.311Sharpe Ratio
0.284Alpha
-0.085Beta
29.635CAR
26Drawdown
-0.81Loss Rate
35Parameters
0Security Types
1.768Sortino Ratio
630Tradeable Dates
2188Trades
-3.08Treynor Ratio
1.45Win Rate
147.161Net Profit
61.393PSR
1.282Sharpe Ratio
0.265Alpha
-0.038Beta
29.053CAR
26.8Drawdown
49Loss Rate
0Parameters
1Security Types
0.0697Sortino Ratio
891Tradeable Dates
12961Trades
-6.895Treynor Ratio
51Win Rate
172.498Net Profit
74.038PSR
1.498Sharpe Ratio
0.297Alpha
-0.052Beta
33.121CAR
25.8Drawdown
44Loss Rate
0Parameters
1Security Types
0.1442Sortino Ratio
880Tradeable Dates
5234Trades
-5.53Treynor Ratio
56Win Rate
Community
View MoreGlenn left a comment in the discussion Problems with Incorporating Reality Modeling and Fee Models into Universes
self.SetSecurityInitializer(lambda x: x.SetFeeModel(ConstantFeeModel(0)))
196.849Net Profit
95.385PSR
3.976Sharpe Ratio
1.195Alpha
1.318Beta
173.305CAR
17.4Drawdown
-0.62Loss Rate
5Parameters
1Security Types
7.373Sortino Ratio
0Tradeable Dates
1989Trades
1.102Treynor Ratio
1.11Win Rate
9.159Net Profit
58.943PSR
1.402Sharpe Ratio
0.211Alpha
-0.161Beta
19.219CAR
6.4Drawdown
-0.6Loss Rate
36Parameters
0Security Types
1.896Sortino Ratio
125Tradeable Dates
172Trades
-1.03Treynor Ratio
1.49Win Rate
91.403Net Profit
61.152PSR
1.311Sharpe Ratio
0.284Alpha
-0.085Beta
29.635CAR
26Drawdown
-0.81Loss Rate
35Parameters
0Security Types
1.768Sortino Ratio
630Tradeable Dates
2188Trades
-3.08Treynor Ratio
1.45Win Rate
147.161Net Profit
61.393PSR
1.282Sharpe Ratio
0.265Alpha
-0.038Beta
29.053CAR
26.8Drawdown
49Loss Rate
0Parameters
1Security Types
0.0697Sortino Ratio
891Tradeable Dates
12961Trades
-6.895Treynor Ratio
51Win Rate
172.498Net Profit
74.038PSR
1.498Sharpe Ratio
0.297Alpha
-0.052Beta
33.121CAR
25.8Drawdown
44Loss Rate
0Parameters
1Security Types
0.1442Sortino Ratio
880Tradeable Dates
5234Trades
-5.53Treynor Ratio
56Win Rate
2.416Net Profit
17.834PSR
0.593Sharpe Ratio
0.005Alpha
0.001Beta
0.685CAR
0.9Drawdown
15Loss Rate
0Parameters
1Security Types
2.8889Sortino Ratio
879Tradeable Dates
29Trades
4.333Treynor Ratio
85Win Rate
235.168Net Profit
45.146PSR
1.129Sharpe Ratio
0.478Alpha
-0.308Beta
41.337CAR
47Drawdown
44Loss Rate
15Parameters
1Security Types
0.0823Sortino Ratio
879Tradeable Dates
7199Trades
-1.397Treynor Ratio
56Win Rate
-1.861Net Profit
1.095PSR
-0.094Sharpe Ratio
-0.003Alpha
-0.004Beta
-0.536CAR
10.2Drawdown
33Loss Rate
0Parameters
1Security Types
-0.0573Sortino Ratio
879Tradeable Dates
125Trades
1Treynor Ratio
67Win Rate
Glenn left a comment in the discussion [Update] Crypto-Currency & Decimalized Orders
Can see the three different type of parameters but how to choose Decimal for Equity backtest code?
Glenn left a comment in the discussion Problems with Incorporating Reality Modeling and Fee Models into Universes
self.SetSecurityInitializer(lambda x: x.SetFeeModel(ConstantFeeModel(0)))
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Glenn left a comment in the discussion [Update] Crypto-Currency & Decimalized Orders
Can see the three different type of parameters but how to choose Decimal for Equity backtest code?
3 years ago